1. Heat the milk and sugar in a heavy-bottom saucepan over a low heat, stirring continuously until the sugar has melted, and making sure the milk doesn’t boil.
2. Remove the sweetened milk from the stove and stir in the bicarbonate of soda. The milk will start to foam.
3. Return the milk mixture to the stove and stir in the cinnamon sticks. Simmer slowly over low heat for about 3 hours. Stir every 30 minutes to prevent catching, changing to shorter intervals when the caramel starts turning golden.